+18.5%
TMFG vs SPY
+73.7%
-55.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -0.1% | +0.5% | -0.7% | -0.6% |
| 30D | -3.1% | -0.9% | -2.1% | -2.2% |
| 3M | +0.8% | +3.9% | -3.1% | -2.9% |
| 6M | +6.3% | +14.5% | -8.2% | -6.6% |
| YTD | +3.1% | +12.9% | -9.9% | -8.3% |
| 1Y | +1.3% | +19.4% | -18.1% | -14.5% |
| 3Y | +37.8% | +78.5% | -40.6% | -23.3% |
| All | +18.5% | +73.7% | -55.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling